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Julien Royer

Personal Details

First Name:Julien
Middle Name:
Last Name:Royer
Suffix:
RePEc Short-ID:pro1204
https://sites.google.com/view/julien-royer

Affiliation

Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France
http://crest.science/
RePEc:edi:crestfr (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Royer, Julien, 2021. "Conditional asymmetry in Power ARCH($\infty$) models," MPRA Paper 109118, University Library of Munich, Germany.
  2. Julien Royer, 2020. "Conditional asymmetry in ARCH($\infty$) models," Working Papers 2020-21, Center for Research in Economics and Statistics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Royer, Julien, 2021. "Conditional asymmetry in Power ARCH($\infty$) models," MPRA Paper 109118, University Library of Munich, Germany.

    Cited by:

    1. Francq, Christian & Zakoian, Jean-Michel, 2023. "Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-Driven Time-Series Models," Econometric Theory, Cambridge University Press, vol. 39(5), pages 1067-1092, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2020-10-19 2021-08-30. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2020-10-19. Author is listed
  3. NEP-ISF: Islamic Finance (1) 2021-08-30. Author is listed
  4. NEP-ORE: Operations Research (1) 2021-08-30. Author is listed

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